PROPERTIES OF POSITIVE-DEFINITE SOLUTIONS OF THE EQUATION X-ASTERISK-X-2 A = I(A)

Authors
IVANOV IG ELSAYED SM
Citation
Ig. Ivanov et Sm. Elsayed, PROPERTIES OF POSITIVE-DEFINITE SOLUTIONS OF THE EQUATION X-ASTERISK-X-2 A = I(A), Linear algebra and its applications, 279(1-3), 1998, pp. 303-316
Citations number
12
Categorie Soggetti
Mathematics,Mathematics
Journal title
Linear algebra and its applications → ACNP
ISSN journal
00243795
Volume
279
Issue
1-3
Year of publication
1998
Pages
303 - 316
Database
ISI
SICI code
0024-3795(1998)279:1-3<303:POPSOT>2.0.ZU;2-D
Abstract
In this paper we discuss some properties of a positive definite soluti on of the matrix equation X + AX(-2)A = I. Two effective iterative me thods for computing a positive definite solution of this equation are proposed. Necessary and sufficient conditions for existence of a posit ive definite solution are derived. Numerical experiments are executed with these methods, (C) 1998 Elsevier Science Inc. All rights reserved .